| HIMIPref™ Preferred Indices These values reflect the December 2008 revision of the HIMIPref™ Indices Values are provisional and are finalized monthly |
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| Index | Mean Current Yield (at bid) |
Median YTW |
Median Average Trading Value |
Median Mod Dur (YTW) |
Issues | Day’s Perf. | Index Value |
| Ratchet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0658 % | 2,818.4 |
| FixedFloater | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0658 % | 5,307.5 |
| Floater | 5.13 % | 5.18 % | 30,374 | 15.25 | 3 | -0.0658 % | 3,058.7 |
| OpRet | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0696 % | 3,629.6 |
| SplitShare | 4.65 % | 4.79 % | 55,269 | 2.53 | 4 | -0.0696 % | 4,334.5 |
| Interest-Bearing | 0.00 % | 0.00 % | 0 | 0.00 | 0 | -0.0696 % | 3,381.9 |
| Perpetual-Premium | 5.73 % | 5.77 % | 69,356 | 14.08 | 9 | 0.1651 % | 3,030.5 |
| Perpetual-Discount | 5.69 % | 5.77 % | 41,524 | 14.16 | 21 | 0.2176 % | 3,320.6 |
| FixedReset Disc | 5.62 % | 6.27 % | 79,890 | 13.48 | 21 | 0.5181 % | 3,388.8 |
| Insurance Straight | 5.60 % | 5.64 % | 52,075 | 14.44 | 19 | 0.2344 % | 3,213.0 |
| FloatingReset | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5181 % | 4,137.8 |
| FixedReset Prem | 5.95 % | 4.36 % | 75,974 | 2.03 | 27 | 0.0631 % | 2,652.7 |
| FixedReset Bank Non | 0.00 % | 0.00 % | 0 | 0.00 | 0 | 0.5181 % | 3,464.1 |
| FixedReset Ins Non | 5.21 % | 5.39 % | 49,609 | 1.88 | 14 | 0.3796 % | 3,274.0 |
| Performance Highlights | |||
| Issue | Index | Change | Notes |
| ENB.PF.C | FixedReset Disc | -1.04 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-18 Maturity Price : 22.87 Evaluated at bid price : 23.90 Bid-YTW : 6.38 % |
| GWO.PR.G | Insurance Straight | 1.02 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-18 Maturity Price : 22.63 Evaluated at bid price : 22.88 Bid-YTW : 5.70 % |
| BIP.PR.E | FixedReset Prem | 1.36 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2028-03-31 Maturity Price : 25.00 Evaluated at bid price : 26.00 Bid-YTW : 3.81 % |
| GWO.PR.R | Insurance Straight | 1.63 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-18 Maturity Price : 21.17 Evaluated at bid price : 21.17 Bid-YTW : 5.70 % |
| ENB.PF.G | FixedReset Disc | 5.73 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-18 Maturity Price : 23.02 Evaluated at bid price : 24.37 Bid-YTW : 6.29 % |
| MFC.PR.F | FixedReset Ins Non | 6.16 % | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-18 Maturity Price : 21.92 Evaluated at bid price : 22.40 Bid-YTW : 5.50 % |
| BN.PR.Z | FixedReset Disc | 7.87 % | YTW SCENARIO Maturity Type : Call Maturity Date : 2027-12-31 Maturity Price : 25.00 Evaluated at bid price : 25.35 Bid-YTW : 4.82 % |
| Volume Highlights | |||
| Issue | Index | Shares Traded |
Notes |
| IFC.PR.C | FixedReset Ins Non | 449,300 | YTW SCENARIO Maturity Type : Call Maturity Date : 2026-10-30 Maturity Price : 25.00 Evaluated at bid price : 24.98 Bid-YTW : 5.24 % |
| BILP.PR.A | FixedReset Prem | 18,811 | YTW SCENARIO Maturity Type : Call Maturity Date : 2031-10-01 Maturity Price : 25.00 Evaluated at bid price : 25.15 Bid-YTW : 5.61 % |
| GWO.PF.A | Perpetual-Premium | 16,550 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-18 Maturity Price : 24.55 Evaluated at bid price : 24.95 Bid-YTW : 5.72 % |
| PWF.PR.P | FixedReset Disc | 14,400 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-18 Maturity Price : 21.86 Evaluated at bid price : 22.27 Bid-YTW : 5.73 % |
| ENB.PR.P | FixedReset Disc | 10,900 | YTW SCENARIO Maturity Type : Limit Maturity Maturity Date : 2056-09-18 Maturity Price : 23.19 Evaluated at bid price : 24.26 Bid-YTW : 6.29 % |
| There were 0 other index-included issues trading in excess of 10,000 shares. | |||
| Wide Spread Highlights | ||
| See TMX DataLinx: ‘Last’ != ‘Close’ and the posts linked therein for an idea of why these quotes are so horrible. | ||
| Issue | Index | Quote Data and Yield Notes |
| SLF.PR.C | Insurance Straight | Quote: 20.84 – 22.25 Spot Rate : 1.4100 Average : 0.7890 YTW SCENARIO |
| BN.PF.E | FixedReset Disc | Quote: 24.80 – 26.35 Spot Rate : 1.5500 Average : 1.0686 YTW SCENARIO |
| PWF.PR.P | FixedReset Disc | Quote: 22.27 – 23.20 Spot Rate : 0.9300 Average : 0.5779 YTW SCENARIO |
| GWO.PR.M | Insurance Straight | Quote: 25.16 – 25.96 Spot Rate : 0.8000 Average : 0.4905 YTW SCENARIO |
| ENB.PF.K | FixedReset Prem | Quote: 25.75 – 26.45 Spot Rate : 0.7000 Average : 0.4487 YTW SCENARIO |
| GWO.PR.P | Insurance Straight | Quote: 23.75 – 24.55 Spot Rate : 0.8000 Average : 0.5959 YTW SCENARIO |